Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach
Crossref DOI link: https://doi.org/10.1007/978-3-031-05351-1_9
Published Online: 2022-09-22
Published Print: 2022
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bartkoviak, Oleksandr
Shpyrko, Viktor
Chernyak, Oleksandr
Chernyak, Yevgen
Text and Data Mining valid from 2022-01-01
Version of Record valid from 2022-01-01
Chapter History
First Online: 22 September 2022